Using the reversible jump MCMC procedure for identifying and estimating univariate TAR models (Q4921600)
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scientific article; zbMATH DE number 6162284
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| English | Using the reversible jump MCMC procedure for identifying and estimating univariate TAR models |
scientific article; zbMATH DE number 6162284 |
Statements
Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models (English)
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13 May 2013
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Bayesian model choice
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nonlinear time series
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regime-switching models
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RJMCMC
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threshold autoregressive (TAR) models
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0.8391169905662537
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0.835185170173645
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0.8242990374565125
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0.8239136338233948
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